var save structural shocks

I'm using varm and estimate functions to estimate a structural var. Using the option orthodonalized I get the irfs identified with short-run restrictions, I mean using the Choleski factor. I would like to save the series of structural shocks but I don't know how to do that. Could you help me?
Thank you

댓글 수: 1

Mathieu NOE
Mathieu NOE 2021년 4월 13일
hello
so far I understood that structural shocks are time series or ? so what woud be difficult to save ?

댓글을 달려면 로그인하십시오.

답변 (0개)

카테고리

도움말 센터File Exchange에서 Multivariate Models에 대해 자세히 알아보기

태그

질문:

2021년 4월 13일

댓글:

2021년 4월 13일

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by